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Matching is a widely used causal inference design that aims to approximate a randomized experiment using observational data by forming matched sets of treated and control units based on similarities in their covariates. Ideally, treated…

Methodology · Statistics 2026-04-06 Jianan Zhu , Jeffrey Zhang , Zijian Guo , Siyu Heng

This paper considers the problem of estimating a periodic function in a continuous time regression model with an additive stationary gaussian noise having unknown correlation function. A general model selection procedure on the basis of…

Statistics Theory · Mathematics 2010-11-10 Victor Konev , Serguei Pergamenchtchikov

This paper extends the class of ordinal regression models with a structured interpretation of the problem by applying a novel treatment of encoded labels. The net effect of this is to transform the underlying problem from an ordinal…

Machine Learning · Computer Science 2019-06-03 Niall Twomey , Rafael Poyiadzi , Callum Mann , Raúl Santos-Rodríguez

After performing a randomized experiment, researchers often use ordinary-least squares (OLS) regression to adjust for baseline covariates when estimating the average treatment effect. It is widely known that the resulting confidence…

Statistics Theory · Mathematics 2020-04-27 Kevin Guo , Guillaume Basse

Regression analysis is a standard supervised machine learning method used to model an outcome variable in terms of a set of predictor variables. In most real-world applications we do not know the true value of the outcome variable being…

Machine Learning · Statistics 2019-10-10 Henri Tiittanen , Emilia Oikarinen , Andreas Henelius , Kai Puolamäki

In randomized experiments, regression adjustment can improve the precision of average treatment effect (ATE) estimation using covariates without requiring a correctly specified outcome model. Although well studied in low-dimensional…

Statistics Theory · Mathematics 2026-04-28 Dogyoon Song

Many causal and structural effects depend on regressions. Examples include policy effects, average derivatives, regression decompositions, average treatment effects, causal mediation, and parameters of economic structural models. The…

Statistics Theory · Mathematics 2022-10-25 Victor Chernozhukov , Whitney K Newey , Rahul Singh

Classical randomized experiments, equipped with randomization-based inference, provide assumption-free inference for treatment effects. They have been the gold standard for drawing causal inference and provide excellent internal validity.…

Methodology · Statistics 2021-09-22 Zihao Yang , Tianyi Qu , Xinran Li

This article introduces a leave-one-out regression adjustment (LOORA) for estimating average treatment effects in randomized controlled trials. In finite samples, LOORA removes the bias of conventional regression adjustment and yields exact…

Econometrics · Economics 2026-05-08 Alberto Abadie , Mehrdad Ghadiri , Ali Jadbabaie , Mahyar JafariNodeh

Completely randomized experiment is the gold standard for causal inference. When the covariate information for each experimental candidate is available, one typical way is to include them in covariate adjustments for more accurate treatment…

Methodology · Statistics 2025-06-10 Xin Lu , Fan Yang , Yuhao Wang

Debiasing is a fundamental concept in high-dimensional statistics. While degrees-of-freedom adjustment is the state-of-the-art technique in high-dimensional linear regression, it is limited to i.i.d. samples and sub-Gaussian covariates.…

Statistics Theory · Mathematics 2026-01-01 Yufan Li , Pragya Sur

The generalization error curve of certain kernel regression method aims at determining the exact order of generalization error with various source condition, noise level and choice of the regularization parameter rather than the minimax…

Machine Learning · Computer Science 2024-11-26 Yicheng Li , Weiye Gan , Zuoqiang Shi , Qian Lin

We consider covariate adjusted regression (CAR), a regression method for situations where predictors and response are observed after being distorted by a multiplicative factor. The distorting factors are unknown functions of an observable…

Statistics Theory · Mathematics 2016-08-16 Damla Şentürk , Hans-Georg Müller

Regression calibration is a popular approach for correcting biases in estimated regression parameters when exposure variables are measured with error. This approach involves building a calibration equation to estimate the value of the…

We adapt Gaussian processes for estimating the average dose-response function in observational settings, introducing a powerful complement to treatment effect estimation for understanding heterogeneous effects. We incorporate samples from a…

Statistics Theory · Mathematics 2024-09-26 Jake R. Dailey

Conventionally, regression discontinuity analysis contrasts a univariate regression's limits as its independent variable, $R$, approaches a cut-point, $c$, from either side. Alternative methods target the average treatment effect in a small…

Applications · Statistics 2021-06-21 Adam C. Sales , Ben B. Hansen

This article is dedicated to the estimation of the regression function when the explanatory variable is a weakly dependent process whose correlation coefficient exhibits exponential decay and has a known bounded density function. The…

Statistics Theory · Mathematics 2025-07-17 Karine Bertin , Lisandro Fermin , Miguel Padrino

In randomized clinical trials, adjustments for baseline covariates at both design and analysis stages are highly encouraged by regulatory agencies. A recent trend is to use a model-assisted approach for covariate adjustment to gain…

Methodology · Statistics 2021-07-14 Ting Ye , Jun Shao , Yanyao Yi , Qingyuan Zhao

This paper studies a machine learning regression problem as a multivariate approximation problem using the framework of the theory of random functions. An ab initio derivation of a regression method is proposed, starting from postulates of…

Machine Learning · Computer Science 2025-12-16 Yuriy N. Bakhvalov

A variety of techniques have been proposed to train machine learning classifiers that are independent of a given feature. While this can be an essential technique for enabling background estimation, it may also be useful for reducing…

High Energy Physics - Phenomenology · Physics 2022-02-09 Aishik Ghosh , Benjamin Nachman